Optimal control of multiscale systems using reduced-order models

We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal control computed from the reduced-order model to control the original, high-dimensional system? The strategy "first reduce, then optimize"--rather than "first optimize, then reduce"--is motivated by the fact that solving optimal control problems for high-dimensional multiscale systems is numerically challenging and often computationally prohibitive. We state sufficient and necessary conditions, under which the "first reduce, then control" strategy can be employed and discuss when it should be avoided. We further give numerical examples that illustrate the "first reduce, then optmize" approach and discuss possible pitfalls

From Individual to Collective Behavior of Unicellular Organisms: Recent Results and Open Problems

The collective movements of unicellular organisms such as bacteria or amoeboid (crawling) cells are often modeled by partial differential equations (PDEs) that describe the time evolution of cell density. In particular, chemotaxis equations have been used to model the movement towards various kinds of extracellular cues. Well-developed analytical and numerical methods for analyzing the time-dependent and time-independent properties of solutions make this approach attractive. However, these models are often based on phenomenological descriptions of cell fluxes with no direct correspondence to individual cell processes such signal transduction and cell movement. This leads to the question of how to justify these macroscopic PDEs from microscopic descriptions of cells, and how to relate the macroscopic quantities in these PDEs to individual-level parameters. Here we summarize recent progress on this question in the context of bacterial and amoeboid chemotaxis, and formulate several open problems

Reaction Networks and Population Dynamics

Reaction systems and population dynamics constitute two highly developed areas of research that build on well-defined model classes, both in terms of dynamical systems and stochastic processes. Despite a significant core of common structures, the two fields have largely led separate lives. The workshop brought the communities together and emphasised concepts, methods and results that have, so far, appeared in one area but are potentially useful in the other as well

A survey of random processes with reinforcement

The models surveyed include generalized P\'{o}lya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of some proofs. Applications are discussed in statistics, biology, economics and a number of other areas.Comment: Published at http://dx.doi.org/10.1214/07-PS094 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org

Structure preserving schemes for the continuum Kuramoto model: phase transitions

The construction of numerical schemes for the Kuramoto model is challenging due to the structural properties of the system which are essential in order to capture the correct physical behavior, like the description of stationary states and phase transitions. Additional difficulties are represented by the high dimensionality of the problem in presence of multiple frequencies. In this paper, we develop numerical methods which are capable to preserve these structural properties of the Kuramoto equation in the presence of diffusion and to solve efficiently the multiple frequencies case. The novel schemes are then used to numerically investigate the phase transitions in the case of identical and non identical oscillators

Balancing Related Model Order Reduction Applied to Linear Controlled Evolution Equations with Lévy Noise

Otto-von-Guericke-Universität Magdeburg, Fakultät für Mathematik, Dissertation, 2016von Martin Redmann, M. Sc.Literaturverzeichnis: Blatt 177-18